Comstock/Thinkstock(TRUTH OF CONSEQUENCES, N.M.) -- Authorities are searching a New Mexico lake for victims of alleged serial killer David Parker Ray who once boasted of killing as many as 40 women.

The FBI, New Mexico State Police and the Albuquerque Police Department will search Elephant Butte Lake in Truth of Consequences, N.M., Tuesday for Ray’s victims.

Ray died from a heart attack in prison in 2002 when he was 62 years old. He was serving a sentence of more than 223 years for the sexual torture of two women. Before his death, he boasted of torturing and killing women in his trailer. No bodies have ever been recovered.

“David Parker Ray wrote in his journals that he had up to 40 victims. We suspect that he could have killed some. We don’t know how many,” said FBI Spokesman Frank Fisher.

Fisher said that they received new information that has led them to search the lake, but won’t disclose what that tip is. Ray is sometimes called the “Toy Box Killer” because of how he used his trailer to torture his victims.

“His trailer is a 22-foot-long white trailer that he had behind his residence near Elephant Butte Lake. He called it a toy box and it was equipped with various instruments of torture,” Fisher said.

Ray equipped the trailer with things like whips, knives, handcuffs and a gynecological exam table.

“He would tie a lady on to it and for a period of days subject her to various tortures while videotaping her,” said Fisher.

Signs in the trailer read “Satan’s Den” and “Bondage Room.” He reportedly got tired of telling his victims what he was going to do to them, so instead he played an audio recording of his instructions.

Fisher said that Ray’s own writings reveal that he began having fantasies about torturing women as early as 1955. He was arrested in 1999 after a woman escaped from his trailer. The woman was wearing only a dog collar and chain. Ray, his daughter and two others were arrested and charged with sexual torture.

One of Ray’s victims may be Jill Troia. Troia was 22 when she disappeared in 1995 and was the girlfriend of Ray’s daughter, Glenda Jean Ray. Troia was in the Air Force living in New Mexico when she vanished.